Volatility in the cryptocurrency market (Q2330349)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility in the cryptocurrency market |
scientific article |
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Volatility in the cryptocurrency market (English)
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22 October 2019
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cryptocurrency
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financial markets
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spillover effects
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GARCH-in-mean model
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asymmetric BEKK model
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volatility transmission
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